| Trading Metrics calculated at close of trading on 24-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
4,587.0 |
4,326.5 |
-260.5 |
-5.7% |
4,964.0 |
| High |
4,645.0 |
4,418.0 |
-227.0 |
-4.9% |
5,004.5 |
| Low |
4,355.5 |
4,076.5 |
-279.0 |
-6.4% |
4,076.5 |
| Close |
4,561.0 |
4,330.5 |
-230.5 |
-5.1% |
4,330.5 |
| Range |
289.5 |
341.5 |
52.0 |
18.0% |
928.0 |
| ATR |
320.0 |
331.8 |
11.7 |
3.7% |
0.0 |
| Volume |
569 |
1,362 |
793 |
139.4% |
4,409 |
|
| Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,299.5 |
5,156.5 |
4,518.3 |
|
| R3 |
4,958.0 |
4,815.0 |
4,424.4 |
|
| R2 |
4,616.5 |
4,616.5 |
4,393.1 |
|
| R1 |
4,473.5 |
4,473.5 |
4,361.8 |
4,545.0 |
| PP |
4,275.0 |
4,275.0 |
4,275.0 |
4,310.8 |
| S1 |
4,132.0 |
4,132.0 |
4,299.2 |
4,203.5 |
| S2 |
3,933.5 |
3,933.5 |
4,267.9 |
|
| S3 |
3,592.0 |
3,790.5 |
4,236.6 |
|
| S4 |
3,250.5 |
3,449.0 |
4,142.7 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,254.5 |
6,720.5 |
4,840.9 |
|
| R3 |
6,326.5 |
5,792.5 |
4,585.7 |
|
| R2 |
5,398.5 |
5,398.5 |
4,500.6 |
|
| R1 |
4,864.5 |
4,864.5 |
4,415.6 |
4,667.5 |
| PP |
4,470.5 |
4,470.5 |
4,470.5 |
4,372.0 |
| S1 |
3,936.5 |
3,936.5 |
4,245.4 |
3,739.5 |
| S2 |
3,542.5 |
3,542.5 |
4,160.4 |
|
| S3 |
2,614.5 |
3,008.5 |
4,075.3 |
|
| S4 |
1,686.5 |
2,080.5 |
3,820.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,004.5 |
4,076.5 |
928.0 |
21.4% |
279.4 |
6.5% |
27% |
False |
True |
881 |
| 10 |
5,458.0 |
4,076.5 |
1,381.5 |
31.9% |
332.8 |
7.7% |
18% |
False |
True |
791 |
| 20 |
6,165.0 |
4,076.5 |
2,088.5 |
48.2% |
329.1 |
7.6% |
12% |
False |
True |
809 |
| 40 |
6,706.5 |
4,076.5 |
2,630.0 |
60.7% |
239.4 |
5.5% |
10% |
False |
True |
1,730 |
| 60 |
6,806.5 |
4,076.5 |
2,730.0 |
63.0% |
193.1 |
4.5% |
9% |
False |
True |
1,268 |
| 80 |
6,806.5 |
4,076.5 |
2,730.0 |
63.0% |
176.7 |
4.1% |
9% |
False |
True |
1,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,869.4 |
|
2.618 |
5,312.0 |
|
1.618 |
4,970.5 |
|
1.000 |
4,759.5 |
|
0.618 |
4,629.0 |
|
HIGH |
4,418.0 |
|
0.618 |
4,287.5 |
|
0.500 |
4,247.3 |
|
0.382 |
4,207.0 |
|
LOW |
4,076.5 |
|
0.618 |
3,865.5 |
|
1.000 |
3,735.0 |
|
1.618 |
3,524.0 |
|
2.618 |
3,182.5 |
|
4.250 |
2,625.1 |
|
|
| Fisher Pivots for day following 24-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,302.8 |
4,421.8 |
| PP |
4,275.0 |
4,391.3 |
| S1 |
4,247.3 |
4,360.9 |
|